The Elegance of Frugality and Risk
Preface to “A New Theory of Risk and Rating” by Giulio Sapelli. The Elegance of Frugality and Risk. From aContinue Reading
is Quantitative Complexity Management
Preface to “A New Theory of Risk and Rating” by Giulio Sapelli. The Elegance of Frugality and Risk. From aContinue Reading
Blog written in July, 2103. There is plenty of discussion nowadays as to whether to bailout or not to bailout.Continue Reading
Recent research confirms that high portfolio complexity impacts negatively mid and long-term expected returns. This is because high complexity hasContinue Reading